Historical option data for ICICIGI
29 Jun 2026 10:50 AM IST
| ICICIGI 28-Jul-2026 (27d) 1780 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 1785.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Jun | 1813.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Jun | 1821.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Jun | 1832.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Jun | 1860.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Jun | 1870.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Lombard Gic Limited - strike price 1780 expiring on 28JUL2026
Delta for 1780 CE is -
Historical price for 1780 CE is as follows
On 29 Jun ICICIGI was trading at 1785.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Jun ICICIGI was trading at 1813.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Jun ICICIGI was trading at 1821.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Jun ICICIGI was trading at 1832.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Jun ICICIGI was trading at 1860.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Jun ICICIGI was trading at 1870.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| ICICIGI 28-Jul-2026 (27d) 1780 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.42
Vega: 0.02
Theta: -0.51
Gamma: 0.00387
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 1785.00 | 32 | 12.05 (60.40%) | 19.85 | 1 | 0 | 4 |
| 25 Jun | 1813.60 | 19.95 | 0 (0.00%) | - | 4 | 0 | 4 |
| 24 Jun | 1821.10 | 19.95 | 0 (0.00%) | - | 4 | 0 | 4 |
| 23 Jun | 1832.50 | 19.95 | 0 (0.00%) | - | 4 | 0 | 4 |
| 22 Jun | 1860.20 | 19.95 | 0 (0.00%) | 24.6 | 4 | 0 | 4 |
| 19 Jun | 1870.10 | 19.95 | -21.15 (-51.46%) | 24.6 | 4 | 3 | 3 |
For Icici Lombard Gic Limited - strike price 1780 expiring on 28JUL2026
Delta for 1780 PE is -0.42
Historical price for 1780 PE is as follows
On 29 Jun ICICIGI was trading at 1785.00. The strike last trading price was 32, which was 12.05 higher than the previous day. The implied volatity was 19.85, the open interest changed by 0 which decreased total open position to 4
On 25 Jun ICICIGI was trading at 1813.60. The strike last trading price was 19.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 24 Jun ICICIGI was trading at 1821.10. The strike last trading price was 19.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 23 Jun ICICIGI was trading at 1832.50. The strike last trading price was 19.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 22 Jun ICICIGI was trading at 1860.20. The strike last trading price was 19.95, which was 0 lower than the previous day. The implied volatity was 24.6, the open interest changed by 0 which decreased total open position to 4
On 19 Jun ICICIGI was trading at 1870.10. The strike last trading price was 19.95, which was -21.15 lower than the previous day. The implied volatity was 24.6, the open interest changed by 3 which increased total open position to 3
